Senior Analyst, Structural Market Risk

BMO

320 S Canal Street, US
$69,000.00 - $127,800.00 py
Quantitative risk modeling
Market risk management
Financial instrument transaction oversight
Supports the research and development of quantitative risk modeling methodologies and related strategies in support of managing structural market risks arising from business/group portfolios and products

Job Summary

  • Supports the research and development of quantitative risk modeling methodologies and related strategies in support of managing structural market risks arising from business/group portfolios and products.
  • Develops analytical solutions and methodologies used to manage risks related to the Bank’s portfolios and products e.g. valuations; hedging strategies, customer behavior models, performance measurement, etc.
  • BMO offers health insurance, tuition reimbursement, accident and life insurance, and retirement savings plans.

Matching Summary

Supports the research and development of quantitative risk modeling methodologies and related strategies in support of managing structural market risks arising from business/group portfolios and products.

Salary

$69,000.00 - $127,800.00

Skills & Requirements

Must-have

  • Quantitative risk modeling
  • Market risk management
  • Financial instrument transaction oversight
  • Develops analytical solutions

Nice-to-have

  • Industry best practices research
  • Collaboration with stakeholders
  • Independent analysis and assessment

Key Requirements

  • 4-6 years of relevant experience
  • Post-secondary degree in related field
  • Strong knowledge of Excel, Access, SQL, VBA
  • Working experience in a Finance environment

Work Rights

Not specified

Tailored Resume

Cover Letter